Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 1,27% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 353 088 CHF | 119 196 CHF | 26,16% | 99,53% |
14/08/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 368 562 CHF | 124 354 CHF | 96,49% | 99,47% |
13/08/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 360 940 CHF | 121 813 CHF | 99,72% | 99,72% |
12/08/2024 | 1,22% | 0,80 CHF | 0,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 366 259 CHF | 123 586 CHF | 98,89% | 98,89% |
09/08/2024 | 1,23% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 364 328 CHF | 122 943 CHF | 99,59% | 99,59% |
08/08/2024 | 1,27% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 351 032 CHF | 118 511 CHF | 99,72% | 99,72% |
07/08/2024 | 1,28% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 350 082 CHF | 118 194 CHF | 99,41% | 99,41% |
06/08/2024 | 1,34% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 350 265 | 116 755 | 260 315 CHF | 87 939 CHF | 98,95% | 98,95% |
02/08/2024 | 1,22% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 366 658 CHF | 123 719 CHF | 93,52% | 99,39% |
30/07/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 333 999 CHF | 112 833 CHF | 97,40% | 97,40% |